scientific article

zbMATH Open1422.91369MaRDI QIDQ2975948

Zbigniew Palmowski

Publication date: 12 April 2017

Title of this publication is not available (Why is that?)

zbMATH Keywords

ruinLévy processdividendsinsurance risk process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20)

Related Items (1)

Optimisation and mathematical explanation: doing the Lévy walk

Recommendations

• Title not available (Why is that?) 👍 👎
• An optimal Itô formula for Lévy processes 👍 👎
• BSDEs and log-utility maximization for Lévy processes 👍 👎
• Optimal stopping problems in Lévy models with random observations 👍 👎
• Finite approximation schemes for Lévy processes, and their application to optimal stopping problems 👍 👎
• A stochastic linear-quadratic problem with Lévy processes and its application to finance 👍 👎
• The optimal stopping problem concerned with ultimate maximum of a Lévy process 👍 👎
• The Lévy Laplacian and stochastic processes 👍 👎
• Optimality of payoffs in Lévy models 👍 👎
• An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2975948)